Hay's Galleria is a major riverside tourist attraction on the Jubilee Walk in the London Borough of Southwark situated on the south bank of the River Thames. Originally a warehouse and associated wharf (Hay's Wharf) for the port of London, it was redeveloped as a visitor attraction in the 1980s.
The nearest station is London Bridge Station/London Bridge Railway Station, and it is served by various buses.
The Wikipedia page is [1], and more information here and here.